-44.6%
QS vs CPB
-48.0%
+3.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +3.9% | -0.5% |
| 7D | -2.3% | -8.6% | +6.3% | -4.9% |
| 30D | -0.7% | -7.2% | +6.5% | -2.8% |
| 3M | -39.6% | +0.9% | -40.5% | -39.0% |
| 6M | -21.7% | -11.8% | -9.9% | -24.0% |
| YTD | -47.4% | -19.4% | -28.0% | -50.1% |
| 1Y | -28.4% | -30.4% | +2.0% | -35.0% |
| 3Y | -22.6% | -40.2% | +17.6% | -31.7% |
| 5Y | -75.6% | -39.5% | -36.1% | -76.1% |
| All | -44.6% | -48.0% | +3.4% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CPB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling